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JP Morgan Call 90 NTR 17.01.2025/  DE000JS552E2  /

EUWAX
2024-06-14  11:37:34 AM Chg.-0.003 Bid12:35:22 PM Ask12:35:22 PM Underlying Strike price Expiration date Option type
0.010EUR -23.08% 0.009
Bid Size: 2,000		 0.069
Ask Size: 2,000		 Nutrien Ltd 90.00 - 2025-01-17 Call
 

Master data

WKN: JS552E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Nutrien Ltd
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.27
Parity: -4.22
Time value: 0.09
Break-even: 90.90
Moneyness: 0.53
Premium: 0.90
Premium p.a.: 1.95
Spread abs.: 0.08
Spread %: 800.00%
Delta: 0.11
Theta: -0.01
Omega: 5.78
Rho: 0.03
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.013
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.37%
1 Month
  -66.67%
3 Months
  -75.61%
YTD
  -92.86%
1 Year
  -96.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.013
1M High / 1M Low: 0.047 0.013
6M High / 6M Low: 0.150 0.013
High (YTD): 2024-01-03 0.140
Low (YTD): 2024-06-13 0.013
52W High: 2023-07-31 0.580
52W Low: 2024-06-13 0.013
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   0.000
Volatility 1M:   254.29%
Volatility 6M:   193.51%
Volatility 1Y:   163.41%
Volatility 3Y:   -